NCD系统的数学理论

无索赔折扣系统(No Claim Discount system,简记为NCD系统)是世界各国机动车辆险中广泛采用的一种经验费率厘定机制.本文尝试建立了NCD系统严谨的数学理论, 重点讨论了NCD系统的数学建模和稳态分析.此外,作为本文必要的数学前提,首先在第2节着重探讨了随机矩阵间的随机优序关系,并将所得结论运用至齐次不可约且遍历的马尔科夫链的研究中,这些内容也有其独立的数学上的兴趣.     

The Sample Average Approximation Method Applied to Stochastic Routing Problems: A Computational Study

The sample average approximation (SAA) method is an approach for solving stochastic optimization problems by using Monte Carlo simulation. In this technique the expected objective function of the stochastic problem is approximated by a sample average estimate derived from a random sample. The resulting sample average approximating problem is then solved by deterministic optimization techniques. The process is repeated with different samples to obtain candidate solutions along with statistical estimates of their optimality gaps.We present a detailed computational study of the application of the SAA method to solve three classes of stochastic routing problems. These stochastic problems involve an extremely large number of scenarios and first-stage integer variables. For each of the three problem classes, we use decomposition and branch-and-cut to solve the approximating problem within the SAA scheme. Our computational results indicate that the proposed method is successful in solving problems with up to 2¹⁶⁹⁴ scenarios to within an estimated 1.0% of optimality. Furthermore, a surprising observation is that the number of optimality cuts required to solve the approximating problem to optimality does not significantly increase with the size of the sample. Therefore, the observed computation times needed to find optimal solutions to the approximating problems grow only linearly with the sample size. As a result, we are able to find provably near-optimal solutions to these difficult stochastic programs using only a moderate amount of computation time.     

Computations of two passing‐by high‐speed trains by a relaxation overset‐grid algorithm

This paper presents a relaxation algorithm, which is based on the overset grid technology, an unsteady three‐dimensional Navier–Stokes flow solver, and an inner‐ and outer‐relaxation method, for simulation of the unsteady flows of moving high‐speed trains. The flow solutions on the overlapped grids can be accurately updated by introducing a grid tracking technique and the inner‐ and outer‐relaxation method. To evaluate the capability and solution accuracy of the present algorithm, the computational static pressure distribution of a single stationary TGV high‐speed train inside a long tunnel is investigated numerically, and is compared with the experimental data from low‐speed wind tunnel test. Further, the unsteady flows of two TGV high‐speed trains passing by each other inside a long tunnel and at the tunnel entrance are simulated. A series of time histories of pressure distributions and aerodynamic loads acting on the train and tunnel surfaces are depicted for detailed discussions. Copyright © 2004 John Wiley & Sons, Ltd.     

Electron spin lifetimes in Hg0.78Cd0.22 Te and InSb

We have made direct pump–probe measurements of spin lifetimes in long wavelength narrow-gap semiconductors at wavelengths between 4 and 10 μm and from 4 to 300 K. In particular, we measure remarkably long spin lifetimes, τ_s300 ps, even at 300 K for epilayers of degenerate n-type InSb. In this material the mobility is approximately constant between 77 and 300 K, and we find that τ_s is approximately constant in this temperature range. In order to determine the dominant spin relaxation mechanism we have investigated the temperature dependence of τ_s in non-degenerate lightly n-type Hg_0.78Cd_0.22Te of approximately the same band gap as InSb, and find that τ_s varies from 356 ps at 150 K to 24 ps at 300 K. Our results, both in magnitude and temperature dependence of τ_s, imply that the Elliott–Yafet model dominates in these materials.     

Structural and vibrational properties of dilute GaNxAs1−x(P1−x)

We report a comprehensive analyzes of the Fourier transform infrared (FTIR) absorption and Raman scattering data on the structural and vibrational properties of dilute ternary GaAs_1−xN_x,[GaP_1−xN_x] (x<0.03) alloys grown on GaAs [GaP] by metal organic chemical vapor deposition (MOCVD) and solid source molecular beam epitaxy (MBE). By using realistic total energy and lattice dynamical calculations, the origin of experimentally observed N-induced vibrational features are characterized. Useful information is obtained about the structural stability, vibrational frequencies, lattice relaxations and compositional disorder in GaNAs (GaNP) alloys. At lower composition (x<0.015) most of the N atoms occupy the As [P] sublattice {N_As[N_P]}—they prefer moving out of their substitutional sites to more energetically favorable locations at higher x. Our results for the N-isotopic shifts of local mode frequencies compare favorably well with the existing FTIR data.     

Dielectric relaxation analysis of starch oligomers and polymers with respect to their chain length

Starch belongs to the polyglucan group. This type of polysaccharide shows a broad β-relaxation process in dielectric spectra at low temperatures, which has its molecular origin in orientational motions of sugar rings via glucosidic linkages. This chain dynamic was investigated for α(1,4)-linked starch oligomers with well-defined chain lengths of 2, 3, 4, 6, and 7 anhydroglucose units (AGUs) and for α(1,4)-polyglucans with average degrees of polymerization of 5, 10, 56, 70, and so forth (up to 3000; calculated from the mean molecular weight). The activation energy (E_a) of the segmental chain motion was lowest for dimeric maltose (E_a = 49.4 ± 1.3 kJ/mol), and this was followed by passage through a maximum at a degree of polymerization of 6 (E_a = 60.8 ± 1.8 kJ/mol). Subsequently, E_a leveled off at a value of about 52 ± 1.5 kJ/mol for chains containing more than 100 repeating units. The results were compared with the values of cellulose-like oligomers and polymers bearing a β(1,4)-linkage. Interestingly, the shape of the E_a dependency on the chain length of the molecules was qualitatively the same for both systems, whereas quantitatively the starch-like substances generally showed higher E_a values. Additionally, and for comparison, three cyclodextrins were measured by dielectric relaxation spectroscopy. The ringlike molecules, with 6, 7, and 8 α(1,4)-linked AGUs, showed moderately different types of dielectric spectra. © 2003 Wiley Periodicals, Inc. J Polym Sci Part B: Polym Phys 42: 188–197, 2004     

Segmental and secondary dynamics in hydrogen‐bonded poly(4‐vinylphenol)/poly(methyl methacrylate) blends

Broadband dielectric spectroscopy was used to study the segmental (α) and secondary (β) relaxations in hydrogen‐bonded poly(4‐vinylphenol)/poly(methyl methacrylate) (PVPh/PMMA) blends with PVPh concentrations of 20–80% and at temperatures from ?30 to approximately glass‐transition temperature (T_g) + 80 °C. Miscible blends were obtained by solution casting from methyl ethyl ketone solution, as confirmed by single differential scanning calorimetry T_g and single segmental relaxation process for each blend. The β relaxation of PMMA maintains similar characteristics in blends with PVPh, compared with neat PMMA. Its relaxation time and activation energy are nearly the same in all blends. Furthermore, the dielectric relaxation strength of PMMA β process in the blends is proportional to the concentration of PMMA, suggesting that blending and intermolecular hydrogen bonding do not modify the local intramolecular motion. The α process, however, represents the segmental motions of both components and becomes slower with increasing PVPh concentration because of the higher T_g. This leads to well‐defined α and β relaxations in the blends above the corresponding T_g, which cannot be reliably resolved in neat PMMA without ambiguous curve deconvolution. The PMMA β process still follows an Arrhenius temperature dependence above T_g, but with an activation energy larger than that observed below T_g because of increased relaxation amplitude. © 2004 Wiley Periodicals, Inc. J Polym Sci Part B: Polym Phys 42: 3405–3415, 2004     

On Weak Solutions of an Integral Equation Driven by a p-Semimartingale of Special Type

We consider the integral equation driven by a standard Brownian motion and by a fractional Brownian motion. Sufficient conditions under which the equation has a weak solution are obtained.     

Hydroxylation-induced modifications of the Al2O3/NiAl(0 0 1) surface at low water vapour pressure

STM, STS, LEED and XPS data for crystalline θ-Al₂O₃ and non-crystalline Al₂O₃ ultra-thin films grown on NiAl(0 0 1) at 1025 K and exposed to water vapour at low pressure (1 × 10⁻⁷-1 × 10⁻⁵ mbar) and room temperature are reported. Water dissociation is observed at low pressure. This reactivity is assigned to the presence of a high density of coordinatively unsaturated cationic sites at the surface of the oxide film. The hydroxyl/hydroxide groups cannot be directly identify by their XPS binding energy, which is interpreted as resulting from the high BE positions of the oxide anions (O_1s signal at 532.5-532.8 eV). However the XPS intensities give evidence of an uptake of oxygen accompanied by an increase of the surface coverage by Al³⁺ cations, and a decrease of the concentration in metallic Al at the alloy interface. A value of ∼2 for the oxygen to aluminium ions surface concentration ratio indicates the formation of an oxy-hydroxide (AlO_xOH_y with x + y ∼ 2) hydroxylation product. STM and LEED show the amorphisation and roughening of the oxide film. At P(H₂O) = 1 × 10⁻⁷ mbar, only the surface of the oxide film is modified, with formation of nodules of ∼2 nm lateral size covering homogeneously the surface. STS shows that essentially the valence band is modified with an increase of the density of states at the band edge. With increasing pressure, hydroxylation is amplified, leading to an increased coverage of the alloy by oxy-hydroxide products and to the formation of larger nodules (∼7 nm) of amorphous oxy-hydroxide. Roughening and loss of the nanostructure indicate a propagation of the reaction that modifies the bulk structure of the oxide film. Amorphisation can be reverted to crystallization by annealing under UHV at 1025 K when the surface of the oxide film has been modified, but not when the bulk structure has been modified.